English

A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian

Classical Analysis and ODEs 2015-02-11 v3 Probability Representation Theory

Abstract

We consider compact Grassmann manifolds G/KG/K over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type BCBC. From an explicit integral representation of these polynomials we deduce a sharp Mehler-Heine formula, that is an approximation of the Heckman-Opdam polynomials in terms of Bessel functions, with a precise estimate on the error term. This result is used to derive a central limit theorem for random walks on the semi-lattice parametrizing the dual of G/KG/K, which are constructed by successive decompositions of tensor powers of spherical representations of GG. The limit is the distribution of a Laguerre ensemble in random matrix theory. Most results of this paper are established for a larger continuous set of multiplicity parameters beyond the group cases.

Keywords

Cite

@article{arxiv.1409.4213,
  title  = {A Central Limit Theorem for Random Walks on the Dual of a Compact Grassmannian},
  author = {Margit Rösler and Michael Voit},
  journal= {arXiv preprint arXiv:1409.4213},
  year   = {2015}
}